S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jun-1991
Day Change Summary
Previous Current
07-Jun-1991 10-Jun-1991 Change Change % Previous Week
Open 383.63 379.43 -4.20 -1.1% 389.81
High 383.63 379.75 -3.88 -1.0% 389.81
Low 378.76 377.95 -0.81 -0.2% 378.76
Close 379.43 378.57 -0.86 -0.2% 379.43
Range 4.87 1.80 -3.07 -63.0% 11.05
ATR 3.99 3.83 -0.16 -3.9% 0.00
Volume
Daily Pivots for day following 10-Jun-1991
Classic Woodie Camarilla DeMark
R4 384.16 383.16 379.56
R3 382.36 381.36 379.07
R2 380.56 380.56 378.90
R1 379.56 379.56 378.74 379.16
PP 378.76 378.76 378.76 378.56
S1 377.76 377.76 378.41 377.36
S2 376.96 376.96 378.24
S3 375.16 375.96 378.08
S4 373.36 374.16 377.58
Weekly Pivots for week ending 07-Jun-1991
Classic Woodie Camarilla DeMark
R4 415.82 408.67 385.51
R3 404.77 397.62 382.47
R2 393.72 393.72 381.46
R1 386.57 386.57 380.44 384.62
PP 382.67 382.67 382.67 381.69
S1 375.52 375.52 378.42 373.57
S2 371.62 371.62 377.40
S3 360.57 364.47 376.39
S4 349.52 353.42 373.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 388.23 377.95 10.28 2.7% 3.22 0.9% 6% False True
10 389.85 377.12 12.73 3.4% 3.67 1.0% 11% False False
20 389.85 365.83 24.02 6.3% 3.79 1.0% 53% False False
40 391.26 365.83 25.43 6.7% 4.05 1.1% 50% False False
60 391.26 365.58 25.68 6.8% 4.25 1.1% 51% False False
80 391.26 362.19 29.07 7.7% 4.40 1.2% 56% False False
100 391.26 316.17 75.09 19.8% 4.53 1.2% 83% False False
120 391.26 309.35 81.91 21.6% 4.37 1.2% 85% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 91 trading days
Fibonacci Retracements and Extensions
4.250 387.40
2.618 384.46
1.618 382.66
1.000 381.55
0.618 380.86
HIGH 379.75
0.618 379.06
0.500 378.85
0.382 378.64
LOW 377.95
0.618 376.84
1.000 376.15
1.618 375.04
2.618 373.24
4.250 370.30
Fisher Pivots for day following 10-Jun-1991
Pivot 1 day 3 day
R1 378.85 381.90
PP 378.76 380.79
S1 378.66 379.68

These figures are updated between 7pm and 10pm EST after a trading day.

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